Backtesting Level 2 based strategy possible?

[Matheyas5]

Is it possible to backtest a strategy in Ninjatrader that uses Level 2 data?

[NinjaTrader_MichaelM]

Hello Matheyas5,

Thank you for writing in. You cannot accomplish this using the strategy analyzer as level 2 data is not available to it in NinjaTrader 7 however you can backtest using the market replay connection which does contain level 2 data. More information on the market replay connection can be found in our help guide here: http://ninjatrader.com/support/helpG...arket%2Breplay

We also have a quick video demonstrating how to download market replay data which you can find on our YouTube channel here: https://www.youtube.com/watch?v=a4ITAvYaV78

Please let me know if you have any questions or if I may be of further assistance.